Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47654.77 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46259.85 Kr¶

PnL: ---------------------------------------> -628.72 Kr¶

DD now: ---------------------------------> -2.005 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:25:22.740717'

Anic Portfolio¶

This Week¶

Return: 0.196 %¶

Total¶

Return: 55.918 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.670000 3104.400000 133.400000 4.490000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -1.660000 2688.000000 52.000000 1.970000 2636.000010
Corem Property Group B 59 2.030000 623.630000 46.630000 8.080000 576.999999
SAAB B 8 -0.160000 3420.800000 43.800000 1.300000 3377.000000
Norva24 Group 16 -0.330000 574.080000 31.080000 5.720000 543.000000
Samhällsbyggnadsbo. i Norden B 20 0.710000 380.900000 25.900000 7.300000 355.000000
AcadeMedia 12 0.080000 579.840000 22.840000 4.100000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
Resurs Holding 22 2.210000 589.160000 15.160000 2.640000 573.999998
HMS Networks 2 -0.120000 685.600000 12.600000 1.870000 673.000000
Swedbank A 3 1.170000 569.550000 5.550000 0.980000 564.000000
Intrum 4 -0.750000 532.200000 5.200000 0.990000 527.000000
Coor Service Management Hold. 8 1.360000 537.200000 5.200000 0.980000 532.000000
Eastnine 4 -2.670000 496.000000 5.000000 1.020000 491.000000
Boozt 12 1.990000 1657.200000 3.200000 0.190000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
Essity B 2 0.320000 573.000000 -1.000000 -0.170000 574.000000
Samhällsbyggnadsbo. i Norden D 12 0.590000 243.600000 -2.400000 -0.980000 246.000000
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Nordea Bank Abp 29 0.830000 3449.260000 -4.740000 -0.140000 3453.999992
Sampo Oyj SDB 7 1.480000 3843.000000 -7.000000 -0.180000 3850.000000
Securitas B 6 -0.170000 562.800000 -7.200000 -1.260000 570.000000
CTEK 13 0.250000 518.700000 -15.300000 -2.870000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Vivesto 1368 1.910000 569.360000 -43.640000 -7.120000 612.999432
International Petroleum Corp. 5 0.280000 540.000000 -54.570000 -9.180000 594.565215
Axfood 13 0.210000 3649.100000 -106.900000 -2.850000 3756.000001
OX2 18 0.820000 1438.200000 -225.800000 -13.570000 1663.999992
Fasadgruppen Group 35 1.850000 3475.500000 -335.500000 -8.800000 3810.999990
Ovzon 52 3.960000 3005.600000 -356.400000 -10.600000 3361.999992
TOTAL 46231.790000 -656.780000 -2.06289% 46888.564618

Updated:¶

'2023-01-20 09:24:36.559182'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶